Random variables and probability distributions
A distribution assigns probabilities to a random variable's values.
Key knowledge
For a real random variable X, F_X(x)=P(X≤x) is its cumulative distribution function. Discrete laws use probability masses; absolutely continuous laws use a nonnegative density integrated over events.
Conditions and scope
- A density is not a point probability.
- Not every real distribution is discrete or absolutely continuous.
Sources · 2
References
Sources retain their recorded scope. A source link alone does not establish verification of every statement.
Evidence and review
Sections 6.6 and 6.8–6.9: density, normal law and CDF. Section 20.1, physical pages 1–2: conditional PMF/density, prior, likelihood and posterior normalization; equations 20.1–20.2.
2026-10-10 · CDF, PMF and density distinction; singular and mixed laws are acknowledged but not classified.
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